TIGI Conference 2019: Capital Workshop - Efficient Sensitivity Analysis via Scenario Weighting

Efficient Sensitivity Analysis via Scenario Weighting 

http://openaccess.city.ac.uk/18896/

Silvana Pesenti & Andreas Tsanakas joint work with Pietro Millossovich 

Silvana.Pesenti@cass.city.ac.uk; A.Tsanakas.1@city.ac.uk 

Technical Issues in General Insurance, 25. April 2019